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BNP Paribas Call 160 MPC 17.01.20.../  DE000PN23PW0  /

Frankfurt Zert./BNP
2024-06-18  8:50:28 PM Chg.+0.020 Bid9:13:31 PM Ask9:13:31 PM Underlying Strike price Expiration date Option type
2.430EUR +0.83% 2.400
Bid Size: 4,600		 2.410
Ask Size: 4,600		 Marathon Petroleum C... 160.00 USD 2025-01-17 Call
 

Master data

WKN: PN23PW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Marathon Petroleum Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.61
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.09
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 1.09
Time value: 1.33
Break-even: 173.18
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.41%
Delta: 0.68
Theta: -0.04
Omega: 4.51
Rho: 0.50
 

Quote data

Open: 2.390
High: 2.650
Low: 2.390
Previous Close: 2.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.25%
1 Month
  -19.80%
3 Months
  -43.49%
YTD  
+51.88%
1 Year  
+237.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.620 2.200
1M High / 1M Low: 3.010 2.200
6M High / 6M Low: 6.400 1.600
High (YTD): 2024-04-05 6.400
Low (YTD): 2024-01-19 1.800
52W High: 2024-04-05 6.400
52W Low: 2023-06-22 0.630
Avg. price 1W:   2.386
Avg. volume 1W:   0.000
Avg. price 1M:   2.641
Avg. volume 1M:   0.000
Avg. price 6M:   3.172
Avg. volume 6M:   0.000
Avg. price 1Y:   2.412
Avg. volume 1Y:   0.000
Volatility 1M:   103.33%
Volatility 6M:   110.58%
Volatility 1Y:   103.62%
Volatility 3Y:   -